We investigate the use of Antithetic Variables, Control Variates and Importance Sampling to reduce the statistical errors of option sensitivities calculated with the Likelihood Ra...
Over the last 25 years, methods for supervisory control of discrete event systems and methods for submodule construction based on state machine specifications have been developed ...
Abstract. We formulate a robust optimal control problem for a general nonlinear system with finitely many admissible control settings and with costs assigned to switching of contro...
es of circulant matrices. Our class is broader than just circulants, and we study patterned systems using abstract algebra, specifically the observation that a set of matrices with...
Providing air-time guarantees across a group of clients forms a fundamental building block in sharing an access point (AP) across different virtual network providers. Though this p...
Gautam D. Bhanage, Dipti Vete, Ivan Seskar, Dipank...